Version: 91.1

\[\\[.0005in]\] PARAMETERS OPTIMIZED
PPOthreshold and PPO.Entry.Timeframe

BEST PARAMETERS
PPOthreshold = -0.6
PPO.Entry.Timeframe = 15
Profit account= 118 (per day adjusted to desire% DD )
Activity = 5.37 (Cumulative number of entries in all pairs per week)
Desire DD = 10

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Profit per day standardized to the desire percent dropdown
Exclude pairs that when standardized to DD enter with less than $1,000 and pairs that fail to enter once a week



Capping pairs profit per day standardized to a desire percent dropdown
The figure below is like the one above but capping the profits of all pairs to a traget of 1%, this avoids biasing the summary results of an account when only a handful of pairs yield very large profits. This figure basically trying to provide a sense of the extent to which the strategy is profitable across pairs.



Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.



Number of pairs that meet 1% profit target



Results for PPOthreshold = -0.6 and PPO.Entry.Timeframe = 15

Best parameters
Profit nDays MaxDDMoney nLostEntries nEntries nWinTrades PercDD X Y Pair DDAccount DD3Perc MoneyEntryAdjusted ProfitAt3Perc ProfitStan3PercDay PercentDaysActive FailByAmount
122 67403.08 850.87 9981.48 6 509 364 -33.3 -0.6 15 GBPJPY 33.27160 30.055663 9016.6989 20258.443 23.809093 0.5982112 No
242 63644.53 873.73 10438.02 6 320 222 -34.8 -0.6 15 USDCHF 34.79340 28.741083 8622.3249 18292.127 20.935675 0.3662459 No
300 188855.97 874.11 40339.54 6 795 577 -134.5 -0.6 15 XAUUSD 134.46513 7.436872 2231.0616 14044.977 16.067745 0.9094965 No
182 128732.97 874.61 27703.53 6 597 437 -92.3 -0.6 15 NZDUSD 92.34510 10.828945 3248.6835 13940.422 15.939016 0.6825900 No
62 62397.07 849.80 17781.93 5 426 309 -59.3 -0.6 15 EURJPY 59.27310 16.871060 5061.3179 10527.047 12.387676 0.5012944 No
270 247288.53 871.32 116869.30 9 401 272 -389.6 -0.6 15 USDJPY 389.56433 2.566970 770.0910 6347.823 7.285294 0.4602213 Yes
32 27177.48 799.37 17910.55 7 151 114 -59.7 -0.6 15 EURGBP 59.70183 16.749904 5024.9713 4552.202 5.694737 0.1888988 No
92 77280.74 858.32 53876.19 7 315 213 -179.6 -0.6 15 EURUSD 179.58730 5.568322 1670.4967 4303.241 5.013562 0.3669960 No
152 131167.06 848.96 97591.24 7 403 287 -325.3 -0.6 15 GBPUSD 325.30413 3.074046 922.2139 4032.136 4.749501 0.4746985 Yes
2 156965.45 869.06 127454.29 8 543 405 -424.8 -0.6 15 AUDUSD 424.84763 2.353785 706.1355 3694.629 4.251294 0.6248130 Yes
212 37041.23 843.87 89881.26 8 240 184 -299.6 -0.6 15 USDCAD 299.60420 3.337737 1001.3211 1236.339 1.465082 0.2844040 No

Results by pair

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Results by pair capped to desired 1% profit
This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits

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Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD
One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.

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Default parameters
Parameter Value
3 Name.for.robot CloseBackBBPPO
4 Source close
5 Starting.account.balance 30 000
6 Enter.with.this.Percent.of.account.balance 100
7 Minimum.profit.take 0.15
8 Profit.Take.Extension.Factor..PTEF.. 0.15
9 Dilute.retake.by.this.fraction 1
10 Percent.price.extention.to.re.enter 10
11 BB.Length.Bollinger.bands.to.Enter 45
12 BB.Number.of.SDs.to.Enter 2.5
13 Reversal.Direction.FastBLAI True
14 BLAI.Timeframe 1 hour
15 BLAI.length 12
16 Reversal.Direction.SlowBLAI False
17 BLAISlow.Timeframe 15 minutes
18 BLAISlow.length 60
19 Reversal.Positioning.PPO True
20 PPOthreshold -0.6
21 PPO.Entry.Timeframe 15 minutes
22 PPO.Entry.type.of.fast.moving.average Jurik
23 PPO.Entry.Fast.Length 8
24 PPO.Entry.type.of.slow.moving.average SMA
25 PPO.Entry.Slow.Length 300
26 BB.Exit.length 25
27 BB.Exit.number.of.SDs 1